Analysis run in : 2024-05-11 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -41,633 | -60,924 | 0.718369 | 1.085944 |
| 1 | equities | 1170E1 | VIX FUTURES | -38,879 | -16,446 | -0.051157 | 0.342965 |
| 2 | equities | 239742 | RUSSELL E-MINI | -38,039 | 2,136 | -1.334614 | -0.464477 |
| 3 | equities | 12460+ | DJIA Consolidated | 8,601 | 3,403 | -1.266193 | 0.025634 |
| 4 | equities | 209742 | NASDAQ MINI | 6,243 | 1,692 | -0.311593 | -0.735609 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -3,407 | -1,616 | -0.560373 | -0.593034 |
| 6 | rates | 043602 | UST 10Y NOTE | -499,837 | -9,120 | 1.045614 | 1.526940 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,200,273 | -3,880 | 0.470305 | 0.861595 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,029,425 | -8,536 | -0.441887 | 0.721779 |
| 9 | rates | 020601 | UST BOND | -7,898 | 6,698 | 1.099088 | 1.606946 |
| 10 | rates | 045601 | FED FUNDS | 136,965 | 126,619 | 1.852128 | 2.707805 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 1,827 | 1,890 | 0.406958 | -0.456755 |
| 13 | currencies | 097741 | JAPANESE YEN | -133,089 | 34,580 | 0.197954 | -0.635829 |
| 14 | currencies | 099741 | EURO FX | 3,672 | 14,357 | -0.945946 | -1.448575 |
| 15 | currencies | 096742 | BRITISH POUND | -20,913 | 9,125 | -1.352675 | -1.308547 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -64,271 | 19,886 | 2.029982 | 0.424637 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -71,978 | -5,404 | -0.969645 | -1.125188 |
| 18 | currencies | 095741 | MEXICAN PESO | 112,132 | -6,513 | -0.284271 | 0.660000 |
| 19 | currencies | 112741 | NZ DOLLAR | -11,191 | -2,640 | -0.958598 | -0.665964 |
| 20 | currencies | 092741 | SWISS FRANC | -42,947 | 98 | -1.346586 | -1.996198 |
| 21 | commodities | 133741 | BITCOIN | -949 | -768 | 0.178038 | 0.728820 |
| 22 | commodities | 06765T | BRENT LAST DAY | -26,828 | 5,937 | -0.761896 | -0.530290 |
| 23 | commodities | 088691 | GOLD | 226,120 | -4,411 | 0.528529 | 0.922577 |
| 24 | commodities | 085692 | COPPER- #1 | 62,176 | 4,720 | 1.281654 | 2.029845 |
| 25 | commodities | 023651 | NAT GAS NYME | -136,608 | 14,847 | -0.312680 | -0.898153 |
| 26 | commodities | 111659 | GASOLINE RBOB | 52,559 | -15,106 | -1.644958 | -1.652081 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 7,875 | 4,640 | -0.726549 | -1.287898 |
| 28 | commodities | 084691 | SILVER | 48,763 | -429 | 0.523162 | 1.124524 |
| 29 | commodities | 076651 | PLATINUM | 15,967 | 7,652 | 0.937839 | 0.614292 |
| 30 | commodities | 002602 | CORN | -48,762 | 118,211 | 2.774012 | 2.701512 |
| 31 | commodities | 005602 | SOYBEANS | -54,190 | 101,798 | 2.970291 | 0.289869 |
| 32 | commodities | 001602 | WHEAT-SRW | -22,623 | 4,096 | 1.715516 | 1.619035 |
| 33 | commodities | 001612 | WHEAT-HRW | -15,158 | 6,394 | 2.128564 | 1.834505 |
| 34 | commodities | 057642 | LIVE CATTLE | 64,563 | 151 | -1.055408 | 0.149625 |
| 35 | commodities | 054642 | LEAN HOGS | 80,090 | -17,405 | -0.215672 | 0.839918 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 9,670 | -4,901 | -1.689167 | -1.263148 |
| 37 | commodities | 033661 | COTTON NO. 2 | 6,817 | -11,618 | -1.924243 | -0.997951 |
| 38 | commodities | 083731 | COFFEE C | 64,204 | -7,324 | 0.303994 | 0.917956 |
| 39 | commodities | 073732 | COCOA | 14,829 | -1,081 | -1.460760 | -1.589272 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 2,417 | 147 | 1.741898 | 0.861568 |
Plotting plotly¶
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